Wget is also available for Win32 therefore I have experience with it. I have to tell you that when the fetch is complicated ( https + authentication + cookies + form posting + many redirections ) it seems more stable and business like than the LWP module. For me it was much more difficult to get it right with the LWP module than with wget. In one particular case I could not get it right ( the login was a success - I know because the cookies generated were correct - but somewhere in the chain the redirection was lost and I failed to receive the welcome login page - the same worked with wget ).
If it comes to a simple 'GET' the LWP module proved to be perfect for me (it almost never freezes, the timeout works all right).